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Multiplicity theory for multivariate wide sense stationary generalized processes

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  • Tjøstheim, Dag

Abstract

It is shown that the representation theory of a multivariate, purely nondeterministic, wide sense stationary generalized process can be reduced to a study of some isomorphism results established for commutation relations occurring in quantum mechanics. Using this simplification a multiplicity theory is developed. The time domain and spectral representation of the process are investigated in this context, and the concept of a generalized innovations process is introduced.

Suggested Citation

  • Tjøstheim, Dag, 1975. "Multiplicity theory for multivariate wide sense stationary generalized processes," Journal of Multivariate Analysis, Elsevier, vol. 5(3), pages 314-321, September.
    • Handle: RePEc:eee:jmvana:v:5:y:1975:i:3:p:314-321
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